In a script I wrote, I'm using selectwindow to let the user select the window to operate on.
However, I'd like the user to be able to cancel the action in some way or another.

There seems no way to do that from the user's perspective. Any button press will return from windowselect. I would have expected that only button1 works, with other buttons canceling the action instead.

Just to follow an example from the manpage, xdotool selectwindow windowkill is not abortable unless by killing xdotool itself.